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CEU.TO vs. XBI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEU.TO vs. XBI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CES Energy Solutions Corp. (CEU.TO) and SPDR S&P Biotech ETF (XBI). The values are adjusted to include any dividend payments, if applicable.

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CEU.TO vs. XBI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEU.TO
CES Energy Solutions Corp.
50.04%26.24%192.68%28.94%39.80%61.31%-44.70%-24.06%-51.19%-14.27%
XBI
SPDR S&P Biotech ETF
6.17%29.66%9.68%5.23%-20.58%-21.17%45.82%26.05%-8.09%34.62%
Different Trading Currencies

CEU.TO is traded in CAD, while XBI is traded in USD. To make them comparable, the XBI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CEU.TO achieves a 50.04% return, which is significantly higher than XBI's 6.17% return. Over the past 10 years, CEU.TO has outperformed XBI with an annualized return of 21.71%, while XBI has yielded a comparatively lower 10.05% annualized return.


CEU.TO

1D
-1.02%
1M
9.39%
YTD
50.04%
6M
96.74%
1Y
152.48%
3Y*
94.04%
5Y*
66.35%
10Y*
21.71%

XBI

1D
7.42%
1M
2.26%
YTD
6.17%
6M
27.78%
1Y
52.81%
3Y*
20.13%
5Y*
0.77%
10Y*
10.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CEU.TO vs. XBI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEU.TO
CEU.TO Risk / Return Rank: 9797
Overall Rank
CEU.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CEU.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
CEU.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CEU.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
CEU.TO Martin Ratio Rank: 9595
Martin Ratio Rank

XBI
XBI Risk / Return Rank: 9292
Overall Rank
XBI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XBI Sortino Ratio Rank: 9393
Sortino Ratio Rank
XBI Omega Ratio Rank: 8787
Omega Ratio Rank
XBI Calmar Ratio Rank: 9595
Calmar Ratio Rank
XBI Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CEU.TO vs. XBI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CES Energy Solutions Corp. (CEU.TO) and SPDR S&P Biotech ETF (XBI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CEU.TOXBIDifference

Sharpe ratio

Return per unit of total volatility

3.89

1.85

+2.04

Sortino ratio

Return per unit of downside risk

4.22

2.50

+1.73

Omega ratio

Gain probability vs. loss probability

1.64

1.31

+0.32

Calmar ratio

Return relative to maximum drawdown

6.25

3.25

+3.01

Martin ratio

Return relative to average drawdown

16.96

11.02

+5.93

CEU.TO vs. XBI - Sharpe Ratio Comparison

The current CEU.TO Sharpe Ratio is 3.89, which is higher than the XBI Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of CEU.TO and XBI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CEU.TOXBIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.89

1.85

+2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.60

0.03

+1.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.33

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.50

-0.11

Correlation

The correlation between CEU.TO and XBI is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CEU.TO vs. XBI - Dividend Comparison

CEU.TO's dividend yield for the trailing twelve months is around 0.70%, more than XBI's 0.34% yield.


TTM20252024202320222021202020192018201720162015
CEU.TO
CES Energy Solutions Corp.
0.70%1.40%1.21%2.75%2.46%1.58%0.86%2.58%1.59%0.55%0.67%8.40%
XBI
SPDR S&P Biotech ETF
0.34%0.37%0.15%0.02%0.00%0.04%0.20%0.00%0.28%0.24%0.26%0.61%

Drawdowns

CEU.TO vs. XBI - Drawdown Comparison

The maximum CEU.TO drawdown since its inception was -94.27%, which is greater than XBI's maximum drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for CEU.TO and XBI.


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Drawdown Indicators


CEU.TOXBIDifference

Max Drawdown

Largest peak-to-trough decline

-94.27%

-63.89%

-30.38%

Max Drawdown (1Y)

Largest decline over 1 year

-23.82%

-13.39%

-10.43%

Max Drawdown (5Y)

Largest decline over 5 years

-41.77%

-55.04%

+13.27%

Max Drawdown (10Y)

Largest decline over 10 years

-92.84%

-63.89%

-28.95%

Current Drawdown

Current decline from peak

-4.01%

-26.17%

+22.16%

Average Drawdown

Average peak-to-trough decline

-39.08%

-20.91%

-18.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.78%

3.71%

+5.07%

Volatility

CEU.TO vs. XBI - Volatility Comparison

The current volatility for CES Energy Solutions Corp. (CEU.TO) is 8.32%, while SPDR S&P Biotech ETF (XBI) has a volatility of 11.31%. This indicates that CEU.TO experiences smaller price fluctuations and is considered to be less risky than XBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEU.TOXBIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.32%

11.31%

-2.99%

Volatility (6M)

Calculated over the trailing 6-month period

26.38%

19.11%

+7.27%

Volatility (1Y)

Calculated over the trailing 1-year period

39.48%

28.92%

+10.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.82%

30.73%

+11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.31%

30.97%

+20.34%